Python package and open direction-number data for high-dimensional Sobol’ sequences, including the 50,000-dimensional tkrg-a-ap5 set for quasi-Monte Carlo simulation.
python scientific-computing monte-carlo-simulation sampling quantitative-finance numerical-integration sobol risk-management qmc sobol-sequence low-discrepancy-sequence quasi-monte-carlo quasi-random direction-numbers
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Updated
Jul 25, 2026 - Jupyter Notebook